FRK: Fixed Rank Kriging

Fixed Rank Kriging is a tool for spatial/spatio-temporal modelling
and prediction with large datasets. The approach, discussed in Cressie and
Johannesson (2008) <doi:10.1111/j.1467-9868.2007.00633.x>, decomposes the field,
and hence the covariance function, using a fixed set of n basis functions,
where n is typically much smaller than the number of data points (or polygons) m.
The method naturally allows for non-stationary, anisotropic covariance functions
and the use of observations with varying support (with known error variance). The
projected field is a key building block of the Spatial Random Effects (SRE) model,
on which this package is based. The package FRK provides helper functions to model,
fit, and predict using an SRE with relative ease.